Raum:
1371
Telefon:
+49-40-6541-3608
E-Mail:
silbernagel (at) hsu-hh.de
Besucheranschrift
Helmut-Schmidt-Universität
Gebäude H1
Holstenhofweg 85
22043 Hamburg
Postanschrift
Dr. Angelika Silbernagel
Fächergruppe Mathematik/Statistik
Helmut-Schmidt-Universität
Postfach 700822
22008 Hamburg
Publikationen:
- Schnurr, A., Silbernagel, A., Marin, M.R. (2025+): Limit Theorems for the Symbolic Correlation Integral and the Rényi-2 Entropy under Short-range Dependence. Preprint.
- Silbernagel, A., Weiß, C.H., Schnurr, A. (2025): Non-parametric tests for cross-dependence based on multivariate extensions of ordinal patterns. Computational Statistics and Data Analysis 210, 108189.
- Silbernagel, A., Schnurr, A. (2024): Ordinal Pattern Dependence and Multivariate Measures of Dependence. Journal of Multivariate Analysis 203, 105337.
- Silbernagel, A., Schnurr, A. (2024): An Overview of Various Applications of Ordinal Patterns in Data Analysis and Mathematical Statistics. Proceedings of ICECET 2024.
- Schnurr, A., Silbernagel, A. (2024): A Comparison of Different Representations of Ordinal Patterns and Their Usability in Data Analysis. Proceedings of ICECET 2023.
Vorträge:
- „Limit Theorems for the Symbolic Correlation Integral under Short-range Dependence“, COPAB 2025, Enschede (Niederlande), 07.04.2025.
- „The Symbolic Correlation Integral: Measuring Complexity in Short-range Dependent Time Series“, GPSD 2025, Dresden, 14.03.2025.
- „Limit Theorems for the Symbolic Correlation Integral for Short-range Dependent Time Series“, StAnDS 2024, Siegen, 02.10.2024.
- „Measuring Dependence within Time Series via the Symbolic Correlation Integral“, Doktorandentreffen 2024, Cottbus, 28.08.2024.
- „Two Applications of Ordinal Patterns: Estimating the Hurst Parameter of Fractional Brownian Motion and Quantifying Dependence Within a Time Series“, Rhein-Main-Arbeitskreis, Siegen, 12.07.2024.
- „Testing for dependence between time series using multivariate extensions of ordinal patterns“, DynStoch 2024, Kiel, 23.05.2024.
- „Ordinal Patterns: Different Representations and their Application in the Context of Dependence“, HSU Hamburg, 10.10.2023.
Lehrveranstaltungen:
- Zeitreihenanalyse (FT 2025)
- Stochastik I (WiSe 24/25, Universität Siegen)
- Zeitreihenanalyse (WiSe 22/23, Universität Siegen)
Letzte Änderung: 7. Mai 2025